217 citations · 422 across the 3 of their papers we have counts for
3 papers · 1 filter
Correlated continuous time random walks
Mark M. Meerschaert, Erkan Nane, Yimin Xiao
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolutio…
Fractional Cauchy problems on bounded domains
Mark M. Meerschaert, Erkan Nane, P. Vellaisamy
Fractional Cauchy problems replace the usual first-order time derivative by a fractional derivative. This paper develops classical solutions and stochastic analogues for fractional…
Brownian subordinators and fractional Cauchy problems
Boris Baeumer, Mark M. Meerschaert, Erkan Nane
A Brownian time process is a Markov process subordinated to the absolute value of an independent one-dimensional Brownian motion. Its transition densities solve an initial value pr…